ANTICORRELATIONS AND SUBDIFFUSION IN FINANCIAL SYSTEMS

DOI10.1142/S0219525903000839zbMATH Open1134.91463OpenAlexW1674823826MaRDI QIDQ5703248FDOQ5703248

Kestutis Staliunas

Publication date: 8 November 2005

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525903000839

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zbMATH Keywords

statisticsfinanceeconophysicsnonlinear dynamicsanticorrelations

Mathematics Subject Classification ID

Cites Work

• Elements for a theory of financial risks

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